-51.4%
ILMN vs EIX
+22.8%
-74.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +1.2% | -19.1% | +20.3% | +5.7% |
| 30D | +9.2% | -16.9% | +26.1% | +12.9% |
| 3M | +29.8% | -20.0% | +49.9% | +35.6% |
| 6M | +69.2% | -21.3% | +90.5% | +77.0% |
| YTD | +66.4% | -1.7% | +68.1% | +61.1% |
| 1Y | +123.4% | +9.6% | +113.8% | +107.9% |
| 3Y | +33.2% | -3.7% | +36.8% | +24.3% |
| All | -51.4% | +22.8% | -74.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling